Corporate Banking in Brazil

RAROC profiles and pricing benchmarks for 1 Brazil banks, sourced from Pillar 3 disclosures.

Overview

OpenRAROC tracks 1 banks headquartered in Brazil with a combined corporate credit exposure of EUR 732bn. The average Brazil bank in our dataset has a cost-to-income ratio of 38.8% and an average corporate probability of default of 1.22%. On a representative BBB+ EUR 25M 5-year term loan, these banks generate an average RAROC of 5.79%.

Cheapest vs most expensive in Brazil

On the standard sample deal, Itau Unibanco is the cheapest lender in Brazil, requiring just 294bp to hit a 12% RAROC hurdle. The most expensive is Itau Unibanco at 294bp — a difference of 0bp on the same deal. For a EUR 25M facility, that's EUR 0 per year in interest expense.

All 1 banks ranked by RAROC

RAROC computed on a representative BBB+ rated, 5-year, EUR 25M term loan at 150bp spread. Click any bank for its full profile.

#	Bank	C/I	Avg PD	LGD	EAD	RAROC	Min spread
1	Itau Unibanco	38.8%	1.22%	39.2%	EUR 732bn	5.79%	294bp

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